+287.6%
MP vs ADM
+116.6%
+171.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.2% |
| 7D | +9.5% | +4.2% | +5.3% | +7.3% |
| 30D | -3.0% | -12.8% | +9.9% | +3.7% |
| 3M | -30.4% | -8.5% | -21.9% | -27.9% |
| 6M | -39.2% | -10.9% | -28.3% | -36.3% |
| YTD | -23.3% | +29.4% | -52.7% | -34.5% |
| 1Y | -32.6% | +27.5% | -60.2% | -42.3% |
| 3Y | +159.3% | +10.3% | +148.9% | +133.3% |
| 5Y | -16.4% | +27.4% | -43.8% | -33.2% |
| All | +287.6% | +116.6% | +171.0% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling